I too have this problem.
I got really psyched for a lot of games, was disappointed by most, but played all once then left them.
Blockland and Minecraft are the only two games I can actually play for any length of time without getting bored. GMod still bores me, so it's not just sandbox games.
Hell I have something like $400 of games on Steam I haven't even bothered to install yet, including TF2 and the L4D games. I just really can't be bothered because I know I'll just play them once, find it disappointing, and never touch them again.